• Title/Summary/Keyword: 위험요인

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Conditional Foreign Exchange Risk Premium in Korean Stock Market (한국주식시장에서 조건부 환위험프리미엄)

  • Yu, Il-Seong
    • The Korean Journal of Financial Management
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    • v.19 no.1
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    • pp.107-131
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    • 2002
  • 본 연구에서는 국내 자본시장의 개방이 광범위하게 진전된 1997년 외환위기 이후 기간을 대상표본으로 하여 한국주식시장에서 달러환위험에 대한 노출과 그 가격화 여부를 실증분석한다. 본 연구에서는 투자자들이 국내 주식시장 및 채권시장의 동향에 추가하여 미국신장의 움직임을 중요한 조건부 정보에 포함시켜 투자의사결정을 한다고 전제하고, 이에 상응하는 조건부 다중 베타위험 가격결정모형을 검정하였다. GMM추정의 초과식별조건을 이용하여 국내시장위험과 달러환위험 두 위험 요인을 포함한 가격결정모형의 모형설정오류를 검정한 결과 가격결정모형이 실제 주식수익률 자료와 배치되지 않는 것으로 나타났다. 조건부 달러환을 베타위험과 조건부 달러환위험 프리미엄은 모형에서 사전적으로 설정한 정보대용변수인 상수항과 한 시점 앞의 다우존스 주가지수 수익률, 국내시장 주가수익률 및 회사채 유통수익률에 의하여 설명이 이루어질 수 있고, 둘 다 시간가변적임이 결정되었다. 주식가격결정에 참여하고 있는 두 요인, 국내시장위험요인과 달러환위험요인의 상대적 중요성을 개략적으로 검정한 결과, 모든 포트폴리오에 걸쳐 국내시장위험요인이 더 큰 비중을 차지하고 있지만, 달러환위험요인도 무시할 수 없는 중요성을 가진 것으로 나타났다.

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Adjustment effect of the suitability factors of strategy between Information Technology Outsourcing(ITO)'s influence and outcome factors in Government offices (전략의 적합성 요인이 ITO 영향요인과 성과요인 간에 미치는 조절효과 - 공공기관 중심으로)

  • Jun, Je-Man;Yi, Seon-Gyu
    • Journal of Digital Convergence
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    • v.11 no.12
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    • pp.29-40
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    • 2013
  • This study analyzed that adjustment roles of the organization and Information System strategy suitability factors between influence and introduction outcome factors in the IT outsourcing in government offices. Influence factors of IT outsourcing are organization factor(information system maturity, CEO's support), trade factor(asset speciality, uncertainty, using degree of information system), risk factor(risk of security, risk of increase in cost, risk of losing autonomy). And outcome factors are set as economic effect and technology effect. We analyzed that organization and IS strategy suitability factors as moderator variables. Results are the followings. It was analyzed that organization and IS strategy suitability factors are in charge of adjusting role among information system maturity which is lower variable of organization factor, CEO's support, uncertainty of trade factor's lower variable, risk of security which is risk factor's lower variable, risk of increase in cost, loss of autonomy. Therefore, in order for organization to increase the outcome of information technology, organization strategy and IS strategy should be promoted in combined manner. However, it was analyzed that strategy suitability could not take the adjusting role between asset specialty and introduction outcome.

A study on the effect on IT adoption results by adoption factors of IT Outsourcing in the services industries (서비스 분야의 IT 아웃소싱의 도입요인이 도입성과에 미치는 영향)

  • Jeong, Jin-Back;Yang, Hae-Sool
    • Journal of Digital Convergence
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    • v.10 no.11
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    • pp.115-125
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    • 2012
  • In this study, The adoption factors of IT Outsourcing as a independent variables (business Factors, Outsourcing scope factors and risks factors), which were centered on services industries, were analyzed in order to identify the impacts of the results factors of IT outsourcing as a dependent variables. The main results of study have been summarized as follows. Firstly, among the business factors in the adoption of IT outsourcing, the industrial competitiveness and supports of CEO appeared to have positive impacts on the results of outsourcing adoption. However the environmental changes in technologics for services appeared not to have significant impacts. Secondly, the outsourcing scope factors such as the infra outsourcing, application outsourcing and total outsourcing appeared to have positive impacts on the results of IT outsourcing adoption. Thirdly, the control of risk factors such as risk in safety management, risk of increase, and risk of loss of autonomy appeared to have positive impacts on the results of IT outsourcing adoption.

Comparison of Risk Factors for Men and Women According to Severity Classification in Patients with Coronary Artery Disease (관상동맥질환 중증도 분류에 따른 성별 위험요인 비교)

  • Kweon, Mi-Soo
    • Journal of Industrial Convergence
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    • v.20 no.8
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    • pp.85-96
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    • 2022
  • The aim of this retrospective study was to compare risk factors between men and women through secondary data of nursing information and medical records according to the severity classification in patients of 340 men and 221 women with coronary artery disease(CAD) who were admitted for the first time at a general hospital and underwent first coronary artery angiography. Consequently, men presented with risk factors such as age(p=.004), total cholesterol(p=.040), triglycerides(p=.049), HbA1c(p<.001), smoking(p<.001), alcohol consumption(p=.002) and comorbidities(p=.036) that showed statistically significant differences. Among women, age(p=.002) and comorbidities (p=.018) were the only factors that showed significant differences. Significant risk factors influencing the classification of CAD severity in men were total cholesterol (OR 0.97, 95% CI 0.96-1.00, p=.014) in 1VD, alcohol consumption (OR 52.47, 95% CI 2.99-91.95, p=.007)in 2VD, and total cholesterol in the 3VD(OR 0.98, 95% CI 0.95-0.98, p=.026). A significant risk factor affecting the classification of CAD severity in women was comorbidity (OR 0.30, 95% CI 0.11-0.82, p=.020) in the 3VD. This study identified the importance of nursing care for male CAD patients, such as smoking cessation and quitting drinking, blood sugar control, cholesterol, and accompanying disease management, and provided evidence of individually tailored nursing care.

Risk Factor Analysis in the Implementation Phase of the Housing Redevelopment Project (주택재개발사업 시행단계의 위험요인 분석)

  • Ahn, Jeong-Min;Jung, In-Su;Lee, Chan-Sik
    • Korean Journal of Construction Engineering and Management
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    • v.12 no.4
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    • pp.97-105
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    • 2011
  • As many stakeholders are taking part in the Housing Redevelopment Project, their opinion mediation is considering very important issues. Thus disputes on projects are inevitable due to complexity of interest. To effectively progress the project, this paper analyze the risk factors by phase in implementation phase that the association participates in person. We identify 50 of risk factors in implementation phase by reviewing and analyzing related studies and actual cases of disputes, then we present 26 of risk factors through experts interview. Also, we calculate weights of risk factors by using AHP for quantitatively analyzing them and present final weights and priorities of risk factors by summing weights of risk factors by phase. In results, it is found that 'the inappropriateness of the Management Disposal Plan' in management disposal plan phase and 'the inappropriateness of the Project Implementation Plan' are the most significant risk factors. To maximize the utilization of risk factors analyzed, we present the checklists that can be aware of these risks in advance and prevent these risks. Based on these findings, if risk factors in implementation phase are managed actively, the housing redevelopment project will be performed more effectively.

Analysis of Risk Factors in Ex-Ante Evaluation of Large-Scale Government R&D Programs (대형 R&D사업 사전평가에서의 위험요인에 대한 인식 분석)

  • Lee, Yoon Been;Yoon, Ji Woong
    • Journal of Korea Technology Innovation Society
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    • v.17 no.2
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    • pp.289-308
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    • 2014
  • We analyze the risk factors identified for ex-ante evaluation regarding government R&D programs. In particular, we empirically examined to what extent each risk factor is perceived to be important by the stage of R&D, technology field, researcher's career and experience. The empirical results show that technology risk is perceive to be less important for basic research, while market risk more perceived to be important in the IT field. Political risk is perceived to be less important for the university faculty, while researchers with government R&D project experience gave more value to legal risk factor.

Risk Assessment for Disaster Reduction in Small-Scale Construction Sites (소규모 건축현장 재해감소를 위한 위험성평가 방안)

  • Choi, Hyun-Jun
    • Journal of the Society of Disaster Information
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    • v.18 no.2
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    • pp.395-404
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    • 2022
  • Purpose: Small-scale construction sites have insufficient systematic safety management activities, and due to the characteristics of the construction site, the production structure is complex due to external environmental factors, and the risk of construction equipment is very high. We would like to propose a checklist method among practical risk assessment techniques that can derive risk factors for disaster prevention at small construction sites and reduce disasters. Method: Risk factors were derived by analyzing literature research and disaster cases, and detailed work for a checklist of risk assessment suitable for small-scale construction sites was classified based on risk factor items. Result: Hazard factors were divided into 6 major categories, and 29 detailed types of work were classified based on actual work types, and 80 detailed works were classified accordingly. Conclusion: By arranging risk factors suitable for small-scale construction sites according to the classification system, the lack of expertise in the construction site can be supplemented, and risk factors can be derived more easily and disaster reduction can be expected through establishment of safety measures.

An Empirical Study on the causal relation of Business Performance, Information Capability and Risk Management in the Supply Chain Management (SCM의 정보역량 및 위험관리가 사업성과에 미치는 영향요인에 관한 실증연구)

  • Kim, Chang-Bong
    • International Commerce and Information Review
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    • v.14 no.2
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    • pp.295-315
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    • 2012
  • This paper attempts to reveal the relationships between IT capacity, SCM risk management factors and Business Performance. According to precedent studies, Our study analysed 153 cases from Korean companies which perform a supply chian risk management and then developed a structural equation model. As a result of the model test, this empirical study found that IT Infrastructure have a positively significant influence on companies' IT application and risk management. Second, there was a positive relationship between IT application and Business performance. Last and foremost, SCM risk management affects positively on Business performance. From this study, we found that investment in IT infrastructure will increase Business performance via raising risk management level, but there was less relationship between IT application level and that of risk management. For further study should be conducted for discovering effective practice factors of risk management.

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Convergence study to detect metabolic syndrome risk factors by gender difference (성별에 따른 대사증후군의 위험요인 탐색을 위한 융복합 연구)

  • Lee, So-Eun;Rhee, Hyun-Sill
    • Journal of Digital Convergence
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    • v.19 no.12
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    • pp.477-486
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    • 2021
  • This study was conducted to detect metabolic syndrome risk factors and gender difference in adults. 18,616 cases of adults are collected by Korea Health and Nutrition Examination Study from 2016 to 2019. Using 4 types of machine Learning(Logistic Regression, Decision Tree, Naïve Bayes, Random Forest) to predict Metabolic Syndrome. The results showed that the Random Forest was superior to other methods in men and women. In both of participants, BMI, diet(fat, vitamin C, vitamin A, protein, energy intake), number of underlying chronic disease and age were the upper importance. In women, education level, menarche age, menopause was additional upper importance and age, number of underlying chronic disease were more powerful importance than men. Future study have to verify various strategy to prevent metabolic syndrome.